STOCK_MARKET

作品数:225被引量:103H指数:4
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Optimizing Stock Market Prediction Using Long Short-Term Memory Networks
《Journal of Computer and Communications》2025年第2期207-222,共16页Nadia Afrin Ritu Samsun Nahar Khandakar Md. Masum Bhuiyan Md. Imdadul Islam 
Deep learning plays a vital role in real-life applications, for example object identification, human face recognition, speech recognition, biometrics identification, and short and long-term forecasting of data. The ma...
关键词:Long Short-Term Memory (LSTM) Stock Market PREDICTION Time Series Analysis Deep Learning 
Forecasting returns with machine learningand optimizing global portfolios:evidencefrom the Korean and U.S.stock markets
《Financial Innovation》2024年第1期64-93,共30页Dohyun Chun Jongho Kang Jihun Kim 
supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea(NRF-2022S1A5A8055710).
This study employs a variety of machine learning models and a wide range of economic and financial variables to enhance the forecasting accuracy of the Korean won–U.S.dollar(KRW/USD)exchange rate and the U.S.and Kore...
关键词:International asset allocation Foreign exchange rate Stock marketprediction Portfolio diversifcation Machine learning 
Feature selection with annealing for forecasting financial time series
《Financial Innovation》2024年第1期201-226,共26页Hakan Pabuccu Adrian Barbu 
supported by THE SCIENTIFIC AND TECHNOLOGICAL RESEARCH COUNCIL OF TURKIYE.
Stock market and cryptocurrency forecasting is very important to investors as they aspire to achieve even the slightest improvement to their buy-or-hold strategies so that they may increase profitability.However,obtai...
关键词:Financial time-series forecasting Feature selection Machine learning Cryptocurrency Stock market Return forecasting 
Do earthquakes shake the stock market? Causal inferences from Turkey's earthquake
《Financial Innovation》2024年第1期227-245,共19页Khalid Khan Javier Cifuentes-Faura Muhammad Shahbaz 
This study’s main purpose is to use Bayesian structural time-series models to investigate the causal effect of an earthquake on the Borsa Istanbul Stock Index.The results reveal a significant negative impact on stock...
关键词:Stock market EARTHQUAKE Causal inference Bayesian structural time-series Counterfactual predicting 
The Dynamics of Tail Risk in the Chinese Stock Market: An Empirical Study Using the LCARE Model
《Journal of Systems Science and Information》2024年第6期709-731,共23页Feipeng ZHANG Yuhan MA Di YUAN 
Supported by the Natural Science Foundation of Shandong Province(ZR2023MG037);the National Natural Science Foundation of China(72171192)。
This study presents a comprehensive and innovative analysis of dynamic tail risk in the Chinese stock market utilizing the localizing conditional autoregressive expectiles(LCARE)model.We consider the dynamic changes i...
关键词:tail risk LCARE model time-varying parameters portfolio insurance strategy stock market 
Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data
《Financial Innovation》2024年第1期4031-4080,共50页Wenyang Huang Huiwen Wang Yigang Wei Julien Chevallier 
the financial support from the Beijing Municipal Social Science Foundation(No.20GLC054);the National Natural Science Foundation of China(Nos.72021001,72174020,71904009);the Natural Science Foundation of Beijing Municipality(No.9232014);the Humanities and Social Science Fund of Ministry of Education of China(No.18YJC840041).
This study uses complex network analysis to investigate global stock market co-movement during the black swan event of the Coronavirus Disease 2019(COVID-19)pandemic.We propose a novel method for calculating stock pri...
关键词:Complex network Stock market co-movement OHLC data Degree centrality analysis 
Google search volume index and investor attention in stock market: a systematic review
《Financial Innovation》2024年第1期703-731,共29页María José Ayala Nicolás Gonzálvez-Gallego Rocío Arteaga-Sánchez 
This study systematically reviewed the literature on using the Google Search Volume Index(GSVI)as a proxy variable for investor attention and stock market movements.We analyzed 56 academic studies published between 20...
关键词:Google Trends GSVI Investor attention Stock market forecasting 
An interval constraint-based trading strategy with social sentiment for the stock market
《Financial Innovation》2024年第1期2768-2798,共31页Mingchen Li Kun Yang Wencan Lin Yunjie Wei Shouyang Wang 
partly supported by the National Natural Science Foundation of China under Grants No.72171223,No.71801213,and No.71988101;the National Key R&D Program of China under Grants No.2021ZD0111204。
Developing effective strategies to earn excess returns in the stock market is a cutting-edge topic in the field of economics.At the same time,stock price forecasting that supports trading strategies is considered one ...
关键词:Stock price forecasting Deep learning Sentiment analysis Trading strategy COVID-19 era 
Applying AI Models for Stock Investment Decisions
《Open Journal of Applied Sciences》2024年第11期3061-3068,共8页Diya Shiburam 
In the realm of finance and economics, the search for reliable stock predictions remains a focal point for researchers [1]. Contrary to common belief, stock market prices are not merely random guesses, but rather powe...
关键词:Stock Market TRADING Artificial Intelligence FINANCE 
Deep Learning-Based Stock Price Prediction Using LSTM Model
《Proceedings of Business and Economic Studies》2024年第5期176-185,共10页Jiayi Mao Zhiyong Wang 
The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the ...
关键词:Autoregressive integrated moving average(ARIMA)model Long Short-Term Memory(LSTM)network Forecasting Stock market 
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